U.S. congressional investigators want to know what an ex-CIA operative was doing in Montenegro last fall at the time of an alleged Russian-backed coup plot against NATO’s newest member.

Former Central Intelligence Agency‎officer Joseph Assad is celebrated in Washington for helping extract dozens of Iraqi Christians from Islamic State territory in 2015‎. Last October, days before a hotly contested national election in Montenegro, Mr. Assad flew to the tiny Balkan country that has been the subject of tensions between the U.S....